Saturday, September 23, 2017

Market Data: Week Ending September 22, 2017

Market Index12/30/20169/22/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6022,349.5981.2513.09%
S&P 500 Index2,238.832,502.552.3211.78%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.26%0.06%-7.76%
5 yr T-note Yld1.93%1.88%0.07%-2.59%
5 yr TIPS - 'Real' Yld0.09%0.17%0.08%88.89%
Implied 5 yr Inflation %1.84%1.71%-0.01%-7.07%
2 yr T-note Yld1.20%1.46%0.14%21.67%
2-10 Yr Slope1.25%0.80%-0.08%-36.00%
90 day T-bill Yld0.51%1.03%-0.02%101.96%
Gold ($/oz)$1,151.70$1,297.50-$27.7012.66%
WTI Oil ($/brl)$53.72$50.66$0.77-5.70%
VIX "Worry Index"13.039.59-0.58-26.40%
NYSE Bullish % Index70.2964.542.10-5.75
Credit Data12/30/20169/22/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.44%0.00%2.09%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.73%0.00%-5.45%
Invest. Gr. to 10 yr T-Note Spread (x 10)-60180-60240